Essays about: "Anticipated variance"

Found 5 essays containing the words Anticipated variance.

1. 1. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Max Thorendal; [2023]
   Keywords : ;

   Abstract : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. READ MORE

3. 2. Navigating through Economic storms - A comparative analysis of stock market responses to recent European recessions

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Agnes Jahn; Amanda Rashid; [2023]
   Keywords : Business cycles; Stock market; Price Dividend Ratio; Recession Variance Ratio; Swedish Stock market;

   Abstract : The study investigates the interplay between stock market behaviour and recessions in the Northern and Western European area, focusing on data from three different recessions in five countries since 1986. First, unadjusted stock prices show some predictive power in anticipating financial crises, while time-aggregated stock prices do not. READ MORE

4. 3. Witnessing moral educators breaking (their) moral teachings, morality and self-reported crime : A study on adults in two countries, Sweden and Greece

   University essay from Malmö universitet/Institutionen för kriminologi (KR)

   Author : Alexandros Avratoglou; [2021]
   Keywords : moral educators; moral emotions; moral values; SAT; SLT; morality; self-reported crime; Situational Action Theory; Social Learning Theory; moral education; anticipated shame; anticipated guilt; Sweden; Greece; crime; gender crime; gender; traditional crime;

   Abstract : The present paper extends previous research in terms of integrating social learning with morality theories, under the framework of moral educators’ and their conflicting moral influences. Specifically, this study aims to investigate the impact of witnessing moral educators breaking (their) moral teachings on individual’s morality and criminal behavior using a sample of two countries, Sweden and Greece, with similar population but entirely different cultural and social characteristics. READ MORE

5. 4. Optimal Auxiliary Variable Assisted Two-Phase Sampling Designs.

   University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

   Author : Henrik Imberg; [2016-06-22]
   Keywords : Anticipated variance; Auxiliary information in design; Maximum pseudolikelihood; Optimal designs; Poisson sampling; Two-phase sampling;

   Abstract : Two-phase sampling is a procedure in which sampling and data collection is conducted in two phases, aiming at achieving increased precision in estimation at reduced cost. The rst phase typically involves sampling a large number of elements and collecting data on variables that are easy to measure. READ MORE

6. 5. Trading strategies with market impact constraints – A case study at SEB

   University essay from Lunds universitet/Produktionsekonomi

   Author : Martin Martinsson; Gustaf Tegell; [2007]
   Keywords : Market Impact; Pre Trade Analysis; Timing Risk; Optimal Trading Trajectories; Trading; Expected Cost; Variance of Cost; Temporary Market Impact; Permanent Market Impact. ; Technology and Engineering;

   Abstract : Purpose of the master thesis is to develop an algorithmic trading model for a single asset, which is well functioning on the Scandinavian market. Deliverables: The main focus has been towards creating an indicating model to quantify market impact, cost of trading and model an efficient trading frontier. READ MORE